Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.569 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 47926.07 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46531.11 Kr¶

PnL: ---------------------------------------> -357.46 Kr¶

DD now: ---------------------------------> -1.447 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-24 09:34:16.362292'

Anic Portfolio¶

Today¶

Return: -0.12 %¶

This Week¶

Return: 0.027 %¶

Total¶

Return: 56.898 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 0.970000 3239.600000 268.600000 9.040000 2971.000006
HEBA B 70 -1.480000 2796.500000 160.500000 6.090000 2636.000010
Corem Property Group B 59 0.750000 637.790000 60.790000 10.540000 576.999999
AcadeMedia 12 0.100000 603.000000 46.000000 8.260000 557.000004
SAAB B 8 0.560000 3422.400000 45.400000 1.340000 3377.000000
HMS Networks 2 -0.560000 713.200000 40.200000 5.970000 673.000000
MedCap 2 -0.860000 461.000000 40.000000 9.500000 421.000000
Samhällsbyggnadsbo. i Norden B 20 -1.310000 391.800000 36.800000 10.370000 355.000000
Boozt 12 0.000000 1688.400000 34.400000 2.080000 1653.999996
Resurs Holding 22 -0.110000 603.020000 29.020000 5.060000 573.999998
Norva24 Group 16 -0.280000 563.200000 20.200000 3.720000 543.000000
Intrum 4 0.070000 546.800000 19.800000 3.760000 527.000000
OEM International B 7 0.510000 547.400000 19.400000 3.670000 527.999997
Eastnine 4 -0.790000 504.800000 13.800000 2.810000 491.000000
Securitas B 6 0.390000 582.240000 12.240000 2.150000 570.000000
Swedbank A 3 1.190000 575.250000 11.250000 1.990000 564.000000
Fastighetsbolag. Emilshus Pref 21 -0.730000 572.250000 10.250000 1.820000 562.000005
Coor Service Management Hold. 8 -0.880000 542.000000 10.000000 1.880000 532.000000
FM Mattsson Mora Group B 50 -0.840000 2935.000000 8.000000 0.270000 2927.000000
CTEK 13 0.990000 541.970000 7.970000 1.490000 533.999999
Karnov Group 9 0.330000 543.600000 7.600000 1.420000 536.000004
Nordea Bank Abp 29 0.470000 3460.280000 6.280000 0.180000 3453.999992
Handelsbanken A 5 0.370000 548.000000 2.000000 0.370000 546.000000
Samhällsbyggnadsbo. i Norden D 12 -0.390000 247.920000 1.920000 0.780000 246.000000
Creaspac SPAC 6 -0.420000 574.200000 -2.800000 -0.490000 577.000002
Midsona B 63 0.000000 569.520000 -13.480000 -2.310000 582.999984
Essity B 2 -0.850000 558.400000 -15.600000 -2.720000 574.000000
Essity A 4 -0.880000 1122.000000 -27.000000 -2.350000 1149.000000
International Petroleum Corp. 5 -1.390000 567.000000 -27.570000 -4.640000 594.565215
Sampo Oyj SDB 7 -0.910000 3808.000000 -42.000000 -1.090000 3850.000000
Vivesto 1368 0.200000 552.670000 -60.330000 -9.840000 612.999432
Axfood 13 0.140000 3666.000000 -90.000000 -2.400000 3756.000001
OX2 18 -1.380000 1420.200000 -243.800000 -14.650000 1663.999992
Fasadgruppen Group 35 -0.400000 3482.500000 -328.500000 -8.620000 3810.999990
Ovzon 52 1.070000 2943.200000 -418.800000 -12.460000 3361.999992
TOTAL 46531.110000 -357.460000 -1.4473% 46888.564618

Updated:¶

'2023-01-24 09:34:29.012554'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶